1. Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model. (2023). Zakamulin, Valeriy.
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   RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00112-y.

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2. A regime-switching model of stock returns with momentum and mean reversion. (2023). Zakamulin, Valeriy ; Giner, Javier.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000494.

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3. Higher-order Graph Attention Network for Stock Selection with Joint Analysis. (2023). Li, Zheng ; Xia, Yiping ; Qiao, Yang ; Ge, Yan.
   In: Papers.
   RePEc:arx:papers:2306.15526.

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4. Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America. (2022). Teixeira, Joao ; Dutra, Tiago Mota ; Dias, Jose Carlos.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:79:y:2022:i:c:p:599-630.

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5. Global momentum: The optimal trading approach. (2022). Muradoglu, Yaz ; Muradolu, Yaz Gulnur ; Tsitsianis, Nicholas ; Wouassom, Alain.
   In: Journal of Behavioral and Experimental Finance.
   RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000788.

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6. Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration. (2021). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Mudida, Robert ; Abu, Nuruddeen.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1318-1335.

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7. Does The Association Between Abnormal Trading Volumes And Historical Prices Explain Disposition Effect?. (2021). Bharandev, Sravani ; Rao, Sapar Narayan.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09321-5.

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8. Trend following with momentum versus moving averages: a tale of differences. (2020). Zakamulin, Valeriy ; Giner, Javier.
   In: Quantitative Finance.
   RePEc:taf:quantf:v:20:y:2020:i:6:p:985-1007.

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9. Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration. (2019). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Mudida, Robert.
   In: MPRA Paper.
   RePEc:pra:mprapa:91450.

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10. Le modèle autorégressif autorégressif à seuil avec effet rebond : Une application aux rendements boursiers français et américains *. (2019). De Gaye, Annabelle ; Bec, Frédérique.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02014663.

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11. How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?. (2018). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Olubusoye, Olusanya E.
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    RePEc:pra:mprapa:91253.

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12. Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model. (2018). Chen, Son-Nan ; Hsu, Pao-Peng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:56:y:2018:i:c:p:330-346.

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13. Market efficiency of Baltic stock markets: A fractional integration approach. (2018). YAYA, OLAOLUWA ; GUPTA, RANGAN ; Gil-Alana, Luis ; Shittu, Olanrewaju I.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:511:y:2018:i:c:p:251-262.

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14. Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms. (2018). Ocejo, Adriana.
    In: Papers.
    RePEc:arx:papers:1804.08442.

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15. Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach. (2016). YAYA, OLAOLUWA ; GUPTA, RANGAN ; Gil-Alana, Luis ; Shittu, Olanrewaju I.
    In: Working Papers.
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16. Are All Booms and Busts Created Equal? A New Methodology for Understanding Bull and Bear Stock Markets. (2016). Forero-Laverde, German.
    In: UB School of Economics Working Papers.
    RePEc:ewp:wpaper:339web.

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17. Momentum profits, market cycles, and rebounds: Evidence from Germany. (2016). Kaufmann, Philipp ; Bohl, Martin T ; Czaja, Marc-Gregor.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:139-159.

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18. Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data.. (2015). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Shittu, Olarenwaju I ; Alberiko, Luis.
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    RePEc:nva:unnvaa:wp07-2015.

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19. Long-run Bulls and Bears. (2015). Rebelo, Sergio ; Papanikolaou, Dimitris ; Eichenbaum, Martin ; Albuquerque, Rui.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20858.

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20. Intertemporal risk–return relationships in bull and bear markets. (2015). Lee, Wei-Ming ; Wu, Shue-Jen .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:38:y:2015:i:c:p:308-325.

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21. Long-run bulls and bears. (2015). Rebelo, Sergio ; Papanikolaou, Dimitris ; Eichenbaum, Martin ; Albuquerque, Rui.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:76:y:2015:i:s:p:s21-s36.

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22. Do stock returns rebound after bear markets? An empirical analysis from five OECD countries. (2015). Bec, Frédérique ; Zeng, Songlin.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:30:y:2015:i:c:p:50-61.

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23. Long-run bulls and bears. (2015). Rebelo, Sergio ; Papanikolaou, Dimitris ; Eichenbaum, Martin ; Albuquerque, Rui.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10351.

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24. The Influence of Japan’s Unsecured Overnight Call Rate on Bull and Bear Markets and Market Turns. (2014). Shibata, Mai .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:21:y:2014:i:4:p:331-349.

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25. Dissecting the cycles: An intermarket investigation and its implications to portfolio reallocation. (2014). Liang, Kuo-Yuan ; Yen, Chen-Hui .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:39-51.

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26. On the persistence and volatility in European, American and Asian stocks bull and bear markets. (2014). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Shittu, Olanrewaju I..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:40:y:2014:i:c:p:149-162.

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27. Amplitude-Duration-Persistence Trade-off Relationship for Long Term Bear Stock Markets. (2013). Li, Ziran ; Wang, Shouyang ; Sun, Jiajing.
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    RePEc:pra:mprapa:54177.

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28. Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries. (2013). ZENG, SONGLIN ; Bec, Frédérique.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2013-21.

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29. With whom and in what is it better to save? Personal pensions in the UK. (2013). Zalewska, Anna ; Petraki, Anastasia .
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30. Predicting and capitalizing on stock market bears in the U.S.. (2012). Straetmans, Stefan ; Candelon, Bertrand ; Ahmed, Jameel ; Stefan, Straetmans .
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31. Active PortofolioManagement in the Presence of Regime Switching: What Are the Benefits of Defensive Asset Allocation Strategies If the Investor Faces Bear Markets?. (2012). Grobys, Klaus.
    In: The Review of Finance and Banking.
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32. The portfolio strategy and hedging: A spectrum perspective on mean–variance theory. (2012). Liao, Szu-Lang ; Hsu, Pao-Peng.
    In: International Review of Economics & Finance.
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33. Are Different National Stock Markets Driven by the Same Stochastic Hidden Variable?. (2011). Grobys, Klaus.
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34. Components of bull and bear markets: bull corrections and bear rallies. (2010). Song, Yong ; McCurdy, Thomas ; Maheu, John.
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35. Mean reversion in stock market prices: New evidence based on bull and bear markets. (2010). Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, J. ; de Gracia, Fernando Perez.
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36. Gold and Financial Assets: Are There Any Safe Havens in Bear Markets?. (2010). Coudert, Virginie ; Raymond, Helene.
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37. Extracting bull and bear markets from stock returns. (2009). Song, Yong ; McCurdy, Thomas ; Maheu, John.
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38. US stock market volatility persistence: evidence before and after the burst of the IT bubble. (2009). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Cuado, J..
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39. Do realized betas exhibit up/down market tendencies?. (2009). Brooks, Robert ; Woodward, George.
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40. Dynamic Regimes of a Multi-agent Stock Market Model. (2008). Yu, Tongkui ; Li, Honggang.
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41. Chinese stock market cyclical regimes: 1991-2006. (2007). Yan, WU ; Xu, Wei ; Powell, John G. ; Shi, Jing.
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1. Financialisation, oil and the Great Recession. (2015). Nesvetailova, Anastasia ; Gkanoutas-Leventis, Angelos.
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2. Energy inflation and house price corrections. (2015). Crespo Cuaresma, Jesus ; Breitenfellner, Andreas ; Mayer, Philipp.
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3. Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience. (2014). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin.
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4. Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience. (2014). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin.
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5. The Two Greatest. Great Recession vs. Great Moderation. (2014). Perez Quiros, Gabriel ; Gómez-Loscos, Ana ; Gadea, María ; Gadea Rivas, Maria Dolores, ; Perez-Quiros, Gabriel.
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6. Has the Euro-Mediterranean partnership affected Mediterranean business cycles?. (2014). Canova, Fabio ; Schlaepfer, Alan .
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7. Forecasting recessions in real time. (2014). Ravazzolo, Francesco ; Aastveit, Knut Are ; Jore, Anne Sofie.
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8. Do Asset Price Drops Foreshadow Recessions?. (2013). Terrones, Marco ; Bluedorn, John ; Decressin, Jorg.
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9. Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?. (2012). Tien, Pao-Lin ; Piger, Jeremy ; Morley, James.
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10. Identifying Bull and Bear Markets in Japan. (2012). Shibata, Mai .
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11. Effets des Chocs de Produits de Base sur la Mobilisation des Recettes Publiques dans les Pays dAfrique Sub-saharienne. (2012). Diarra, Souleymane.
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12. How do business and financial cycles interact?. (2012). Terrones, Marco ; Kose, Ayhan ; Claessens, Stijn.
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13. The impact of private debt on economic growth. (2012). Uusküla, Lenno ; Randveer, Martti ; Kulu, Liina ; Uuskula, Lenno.
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14. Fiscal Policy Reaction to the Cycle in the OECD: Pro- or Counter-cyclical?. (2012). Égert, Balázs ; Egert, Balazs.
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15. Institutions and Business Cycles. (2012). Neyapti, Bilin ; Altug, Sumru ; Emin, Mustafa.
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16. Fiscal Policy Reaction to the Cycle in the OECD: Pro- or Counter-Cyclical?. (2012). Égert, Balázs ; Egert, Balazs.
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17. Characterising the financial cycle: dont lose sight of the medium term!. (2012). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
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18. Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors.. (2012). Bec, Frédérique ; Bessec, Marie.
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19. Macroeconomic implications of downward wage rigidities. (2011). Fahr, Stephan ; Abbritti, Mirko ; Staphen, Fahr ; Mirko, Abbritti .
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20. Turkiye Icin Hodrick-Prescott Filtresi Duzgunlestirme Parametresi Tahmini. (2011). YUKSEL, CANAN ; Kilinc, Mustafa ; Baskaya, Yusuf ; Alp, Harun.
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21. Asymmetric Phase Shifts in the U.S. Industrial Production Cycles. (2011). Hwang, Sunoong ; Chang, Yongsung.
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22. When Credit Bites Back: Leverage, Business Cycles, and Crises. (2011). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar ; Moritz HP. Schularick, .
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23. Contagion Between the Financial Sphere and the Real Economy. Parametric and non Parametric Tools: A Comparison. (2011). Guegan, Dominique.
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24. A chronology of turning points in economic activity: Spain, 1850-2011. (2011). Jorda, Oscar ; Berge, Travis.
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25. A chronology of turning points in economic activity: Spain 1850-2011. (2011). Jorda, Oscar ; Berge, Travis.
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26. When credit bites back: leverage, business cycles, and crises. (2011). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
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27. Macroeconomic implications of downward wage rigidities. (2011). Fahr, Stephan ; Abbritti, Mirko.
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28. Konstruktion von Indikatoren zur Analyse der wirtschaftlichen Aktivität in den Dienstleistungsbereichen. (2011). Wohlrabe, Klaus.
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29. PREDICTING RECESSIONS AND SLOWDOWNS--A ROBUST APPROACH. (2011). Dua, Pami ; Banerji, Anirvan.
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30. Econometric Analysis and Prediction of Recurrent Events. (2011). pagan, adrian ; Harding, Don.
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31. Employment and the business cycle. (2010). Piger, Jeremy ; Chauvet, Marcelle.
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32. Comovement, information production, and the business cycle. (2010). Brockman, Paul ; Schutte, Maria ; Liebenberg, Ivonne .
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33. Identification and analysis of industry cycles. (2010). Mathews, John A. ; Tan, Hao.
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34. Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets. (2010). Jansen, Dennis ; Tsai, Chun-Li.
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35. Crises in Asia: Historical perspectives and implications. (2010). Lee, Jong-Wha ; Hong, Kiseok ; Tang, Hsiao Chink.
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36. Fiscal Policy Issues in Korea after the Current Crisis. (2010). Hong, Ki Seok .
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37. Identification of slowdowns and accelerations for the euro area economy.. (2009). Ferrara, Laurent ; Darné, Olivier.
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38. Detecting and forecasting business cycle turning points. (2008). Harding, Don.
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39. On measuring synchronization of bulls and bears: The case of East Asia. (2008). Straetmans, Stefan ; Candelon, Bertrand ; Piplack, Jan .
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40. Models to date the business cycle: The Italian case. (2008). Otranto, Edoardo ; Bruno, Giancarlo.
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41. Chinese stock market cyclical regimes: 1991-2006. (2007). Yan, WU ; Xu, Wei ; Powell, John G. ; Shi, Jing.
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42. Real-time detection of the business cycle using SETAR models. (2006). Ferrara, Laurent ; Guegan, Dominique.
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43. Synchronization of cycles. (2006). pagan, adrian ; Harding, Don.
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44. Are European business cycles close enough to be just one?. (2006). Perez Quiros, Gabriel ; Camacho, Maximo ; Saiz, Lorena ; Perez-Quiros, Gabriel.
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45. Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output. (2005). Gil-Alana, Luis.
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46. Two centuries of bull and bear market cycles. (2005). Gonzalez, Liliana ; Powell, John G. ; Shi, Jing ; Wilson, Antony.
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47. Some methods for assessing the need for non-linear models in business cycle analysis. (2005). pagan, adrian ; Haugh, David ; Engel, James.
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48. Co-movement of Australian State Business Cycles. (2004). Walker, Thomas ; Norman, David.
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49. Domestic and international influences on business cycle regimes in Europe. (2004). Sensier, Marianne ; Osborn, Denise ; Birchenhall, Chris.
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50. Categorical Cognition: A Psychological Model of Categories and Identification in Decision Making. (2003). Jackson, Matthew ; Fryer, Roland ; Jr., .
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51. Style investing. (2003). Shleifer, Andrei ; Andrei, Shleifer ; Nicholas, Barberis.
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52. Booms and slumps in world commodity prices. (2002). McDermott, Christopher ; Cashin, Paul ; Scott, Alasdair.
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53. The Information Content of International Portfolio Flows. (2001). Ramadorai, Tarun ; Froot, Kenneth.
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54. Comparison of regime switching, probit and logit models in dating and forecasting US business cycles. (2001). Katsuura, Masaki ; LAYTON, ALLAN P..
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55. A further test of the influence of leading indicators on the probability of US business cycle phase shifts. (1998). LAYTON, ALLAN P..
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56. Dating and predicting phase changes in the U.S. business cycle. (1996). LAYTON, ALLAN P..
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57. Forecasting with vector autoregressive (VAR) models subject to business cycle restrictions. (1995). Simkins, Scott.
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